No need to write anything in it, just create it.
If everything is working as expected, simply add the script to your autostart file:

Code:

# nano -w .config/openbox/autostart.sh
~/.scripts/randomwall.sh &

If you have problems with the script not being found, use the full path to the file:

Code:

/home/user/.scripts/randomwall.sh &

Log out and log back in, you should see a new wallpaper now!

Other alternatives
There are some scripts out there that allows you to change the desktop wallpaper with a menu click inside the Openbox right-click menu, if you want to try them out you can have a look here.